ISSN:
1573-2878
Keywords:
Unconstrained optimization
;
quasi-Newton methods
;
asynchronous paralel algorithms
;
hierarchical parallelism
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract During the execution of a parallel asynchronous iterative algorithm, each task does not wait for predetermined data to become available. On the contrary, they can be viewed as local and independent iterative algorithms, which perform their own iterative scheme on the data currently available. On the basis of this computational model, a parallel asynchronous version of the quasi-Newton method for solving unconstrained optimization problems is proposed. The algorithm is based on four tasks concurrently executing and interacting in an asynchronous way. Convergence conditions are established and numerical results are presented which prove the effectiveness of the proposed parallel asynchronous approach.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF02192116
